+30.6%
EUO vs SPY
+1,094.6%
-1,064.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -0.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.1% | -3.3% | +3.3% | -0.8% |
| 3M | +7.4% | -2.4% | +9.9% | +6.9% |
| 6M | +12.9% | +2.6% | +10.4% | +13.7% |
| YTD | +14.1% | +11.2% | +2.9% | +17.2% |
| 1Y | +11.2% | +13.4% | -2.2% | +14.8% |
| 3Y | +4.1% | +79.9% | -75.8% | +20.5% |
| 5Y | +30.1% | +72.2% | -42.1% | +51.7% |
| 10Y | +28.3% | +307.3% | -279.0% | +93.2% |
| All | +30.6% | +1,094.6% | -1,064.0% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling